Commodities and Equities: Ever a “Market of One”?

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Speculators, Commodities and Cross-Market Linkages (2014, unknown): “This finding generalizes, to a cross-section of commodity futures markets, some of the observations of Büyükşahin et al (2009) in the specific case of WTI crude oil futures.”
Should Investors Include Commodities in Their Portfolios After All? New Evidence (2011, unknown): “, Gorton and Rouwenhorst, 2006, Kat and Oomen, 2007b, Chong & Miffre, 2010, Büyükşahin et al., 2010). On the other hand, Silvennoinen and Thorp (2010), Tang and Xiong, (2010), and Buyuksahin et al.”
Oil prices and financial stress: A volatility spillover analysis (2015, background): “This confirms Büyükşahin et al. (2010) and Büyükşahin and Robe (2014) who find decreased correlations between oil and equity markets during financial turmoils.”
Oil price shocks and stock market returns: New evidence from the United States and China (2014, background): “…to the increased participation of hedge funds, has created an increased correlation between oil prices and stock returns (Fattouh et al., 2013; Hamilton and Wu, 2012; Tang and Xiong, 2012; Buyuksahin and Robe, 2011; Alquist and Kilian, 2010; Buyuksahin et al., 2010; Silvennoinen and Thorp, 2010).”